mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-14 07:26:47 +00:00
* move limits, transition to key gen * rollout NewExchangePairAssetKey everywhere * test improvements * self-review fixes * ok, lets go * fix merge issue * slower value func,assertify,drop IsValidPairString * remove binance reference for backtesting test * Redundant nil checks removed due to redundancy * Update order_test.go * Move limits back into /exchanges/ * puts limits in a different box again * SHAZBERT SPECIAL SUGGESTIONS * Update gateio_wrapper.go * fixes all build issues * Many niteroos! * something has gone awry * bugfix * gk's everywhere nits * lint * extra lint * re-remove IsValidPairString * lint fix * standardise test * revert some bads * dupe rm * another revert 360 mcgee * un-in-revertify * Update exchange/order/limits/levels_test.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * fix * Update exchanges/binance/binance_test.go HERE'S HOPING GITHUB FORMATS THIS CORRECTLY! Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com> * update text * rn func, same line err gk4202000 --------- Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>
828 lines
25 KiB
Go
828 lines
25 KiB
Go
package gemini
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import (
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"context"
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"errors"
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"fmt"
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"net/url"
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"sort"
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"strconv"
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"strings"
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"time"
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"github.com/thrasher-corp/gocryptotrader/common"
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"github.com/thrasher-corp/gocryptotrader/common/key"
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"github.com/thrasher-corp/gocryptotrader/config"
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"github.com/thrasher-corp/gocryptotrader/currency"
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"github.com/thrasher-corp/gocryptotrader/exchange/order/limits"
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"github.com/thrasher-corp/gocryptotrader/exchange/websocket"
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exchange "github.com/thrasher-corp/gocryptotrader/exchanges"
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"github.com/thrasher-corp/gocryptotrader/exchanges/account"
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"github.com/thrasher-corp/gocryptotrader/exchanges/asset"
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"github.com/thrasher-corp/gocryptotrader/exchanges/deposit"
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"github.com/thrasher-corp/gocryptotrader/exchanges/fundingrate"
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"github.com/thrasher-corp/gocryptotrader/exchanges/futures"
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"github.com/thrasher-corp/gocryptotrader/exchanges/kline"
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"github.com/thrasher-corp/gocryptotrader/exchanges/order"
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"github.com/thrasher-corp/gocryptotrader/exchanges/orderbook"
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"github.com/thrasher-corp/gocryptotrader/exchanges/protocol"
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"github.com/thrasher-corp/gocryptotrader/exchanges/request"
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"github.com/thrasher-corp/gocryptotrader/exchanges/ticker"
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"github.com/thrasher-corp/gocryptotrader/exchanges/trade"
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"github.com/thrasher-corp/gocryptotrader/log"
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"github.com/thrasher-corp/gocryptotrader/portfolio/withdraw"
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)
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// SetDefaults sets package defaults for gemini exchange
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func (e *Exchange) SetDefaults() {
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e.Name = "Gemini"
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e.Enabled = true
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e.Verbose = true
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e.API.CredentialsValidator.RequiresKey = true
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e.API.CredentialsValidator.RequiresSecret = true
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requestFmt := ¤cy.PairFormat{
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Uppercase: true,
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Separator: ",",
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}
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configFmt := ¤cy.PairFormat{
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Uppercase: true,
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Delimiter: currency.DashDelimiter,
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}
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err := e.SetGlobalPairsManager(requestFmt, configFmt, asset.Spot)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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e.Features = exchange.Features{
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Supports: exchange.FeaturesSupported{
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REST: true,
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Websocket: true,
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RESTCapabilities: protocol.Features{
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TickerFetching: true,
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TradeFetching: true,
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OrderbookFetching: true,
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AutoPairUpdates: true,
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AccountInfo: true,
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GetOrder: true,
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CancelOrders: true,
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CancelOrder: true,
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SubmitOrder: true,
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UserTradeHistory: true,
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CryptoDeposit: true,
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CryptoWithdrawal: true,
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TradeFee: true,
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FiatWithdrawalFee: true,
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CryptoWithdrawalFee: true,
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},
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WebsocketCapabilities: protocol.Features{
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OrderbookFetching: true,
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TradeFetching: true,
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AuthenticatedEndpoints: true,
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MessageSequenceNumbers: true,
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KlineFetching: true,
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Subscribe: true,
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Unsubscribe: true,
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},
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WithdrawPermissions: exchange.AutoWithdrawCryptoWithAPIPermission |
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exchange.AutoWithdrawCryptoWithSetup |
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exchange.WithdrawFiatViaWebsiteOnly,
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},
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Enabled: exchange.FeaturesEnabled{
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AutoPairUpdates: true,
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},
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Subscriptions: defaultSubscriptions.Clone(),
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}
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e.Requester, err = request.New(e.Name,
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common.NewHTTPClientWithTimeout(exchange.DefaultHTTPTimeout),
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request.WithLimiter(GetRateLimit()))
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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e.API.Endpoints = e.NewEndpoints()
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err = e.API.Endpoints.SetDefaultEndpoints(map[exchange.URL]string{
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exchange.RestSpot: geminiAPIURL,
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exchange.WebsocketSpot: geminiWebsocketEndpoint,
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})
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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e.Websocket = websocket.NewManager()
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e.WebsocketResponseMaxLimit = exchange.DefaultWebsocketResponseMaxLimit
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e.WebsocketResponseCheckTimeout = exchange.DefaultWebsocketResponseCheckTimeout
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e.WebsocketOrderbookBufferLimit = exchange.DefaultWebsocketOrderbookBufferLimit
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}
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// Setup sets exchange configuration parameters
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func (e *Exchange) Setup(exch *config.Exchange) error {
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err := exch.Validate()
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if err != nil {
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return err
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}
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if !exch.Enabled {
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e.SetEnabled(false)
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return nil
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}
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err = e.SetupDefaults(exch)
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if err != nil {
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return err
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}
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if exch.UseSandbox {
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err = e.API.Endpoints.SetRunningURL(exchange.RestSpot.String(), geminiSandboxAPIURL)
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if err != nil {
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log.Errorln(log.ExchangeSys, err)
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}
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}
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wsRunningURL, err := e.API.Endpoints.GetURL(exchange.WebsocketSpot)
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if err != nil {
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return err
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}
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err = e.Websocket.Setup(&websocket.ManagerSetup{
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ExchangeConfig: exch,
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DefaultURL: geminiWebsocketEndpoint,
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RunningURL: wsRunningURL,
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Connector: e.WsConnect,
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Subscriber: e.Subscribe,
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Unsubscriber: e.Unsubscribe,
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GenerateSubscriptions: e.generateSubscriptions,
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Features: &e.Features.Supports.WebsocketCapabilities,
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})
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if err != nil {
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return err
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}
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err = e.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: geminiWebsocketEndpoint + "/v2/" + geminiWsMarketData,
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})
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if err != nil {
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return err
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}
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return e.Websocket.SetupNewConnection(&websocket.ConnectionSetup{
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ResponseCheckTimeout: exch.WebsocketResponseCheckTimeout,
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ResponseMaxLimit: exch.WebsocketResponseMaxLimit,
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URL: geminiWebsocketEndpoint + "/v1/" + geminiWsOrderEvents,
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Authenticated: true,
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})
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}
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// FetchTradablePairs returns a list of the exchanges tradable pairs
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func (e *Exchange) FetchTradablePairs(ctx context.Context, a asset.Item) (currency.Pairs, error) {
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if !e.SupportsAsset(a) {
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return nil, asset.ErrNotSupported
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}
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details, err := e.GetSymbolDetails(ctx, "all")
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if err != nil {
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return nil, err
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}
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pairs := make([]currency.Pair, 0, len(details))
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for i := range details {
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status := strings.ToLower(details[i].Status)
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if status != "open" && status != "limit_only" {
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continue
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}
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if !strings.EqualFold(details[i].ContractType, "vanilla") {
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// TODO: add support for futures
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continue
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}
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cp, err := currency.NewPairFromStrings(details[i].BaseCurrency, details[i].Symbol[len(details[i].BaseCurrency):])
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if err != nil {
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return nil, err
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}
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pairs = append(pairs, cp)
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}
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return pairs, nil
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}
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// UpdateTradablePairs updates the exchanges available pairs and stores
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// them in the exchanges config
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func (e *Exchange) UpdateTradablePairs(ctx context.Context, forceUpdate bool) error {
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pairs, err := e.FetchTradablePairs(ctx, asset.Spot)
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if err != nil {
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return err
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}
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err = e.UpdatePairs(pairs, asset.Spot, false, forceUpdate)
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if err != nil {
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return err
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}
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return e.EnsureOnePairEnabled()
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}
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// UpdateAccountInfo Retrieves balances for all enabled currencies for the
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// Gemini exchange
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func (e *Exchange) UpdateAccountInfo(ctx context.Context, assetType asset.Item) (account.Holdings, error) {
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var response account.Holdings
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response.Exchange = e.Name
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accountBalance, err := e.GetBalances(ctx)
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if err != nil {
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return response, err
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}
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currencies := make([]account.Balance, len(accountBalance))
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for i := range accountBalance {
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currencies[i] = account.Balance{
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Currency: currency.NewCode(accountBalance[i].Currency),
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Total: accountBalance[i].Amount,
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Hold: accountBalance[i].Amount - accountBalance[i].Available,
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Free: accountBalance[i].Available,
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}
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}
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response.Accounts = append(response.Accounts, account.SubAccount{
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AssetType: assetType,
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Currencies: currencies,
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})
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creds, err := e.GetCredentials(ctx)
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if err != nil {
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return account.Holdings{}, err
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}
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err = account.Process(&response, creds)
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if err != nil {
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return account.Holdings{}, err
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}
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return response, nil
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}
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// UpdateTickers updates the ticker for all currency pairs of a given asset type
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func (e *Exchange) UpdateTickers(_ context.Context, _ asset.Item) error {
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return common.ErrFunctionNotSupported
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}
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// UpdateTicker updates and returns the ticker for a currency pair
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func (e *Exchange) UpdateTicker(ctx context.Context, p currency.Pair, a asset.Item) (*ticker.Price, error) {
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fPair, err := e.FormatExchangeCurrency(p, a)
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if err != nil {
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return nil, err
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}
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tick, err := e.GetTicker(ctx, fPair.String())
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if err != nil {
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return nil, err
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}
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err = ticker.ProcessTicker(&ticker.Price{
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High: tick.High,
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Low: tick.Low,
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Bid: tick.Bid,
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Ask: tick.Ask,
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Open: tick.Open,
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Close: tick.Close,
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Pair: fPair,
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ExchangeName: e.Name,
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AssetType: a,
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})
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if err != nil {
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return nil, err
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}
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return ticker.GetTicker(e.Name, fPair, a)
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}
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// UpdateOrderbook updates and returns the orderbook for a currency pair
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func (e *Exchange) UpdateOrderbook(ctx context.Context, p currency.Pair, assetType asset.Item) (*orderbook.Book, error) {
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if p.IsEmpty() {
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return nil, currency.ErrCurrencyPairEmpty
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}
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if err := e.CurrencyPairs.IsAssetEnabled(assetType); err != nil {
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return nil, err
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}
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book := &orderbook.Book{
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Exchange: e.Name,
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Pair: p,
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Asset: assetType,
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ValidateOrderbook: e.ValidateOrderbook,
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}
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fPair, err := e.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return book, err
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}
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orderbookNew, err := e.GetOrderbook(ctx, fPair.String(), url.Values{})
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if err != nil {
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return book, err
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}
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book.Bids = make(orderbook.Levels, len(orderbookNew.Bids))
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for x := range orderbookNew.Bids {
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book.Bids[x] = orderbook.Level{
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Amount: orderbookNew.Bids[x].Amount,
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Price: orderbookNew.Bids[x].Price,
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}
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}
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book.Asks = make(orderbook.Levels, len(orderbookNew.Asks))
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for x := range orderbookNew.Asks {
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book.Asks[x] = orderbook.Level{
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Amount: orderbookNew.Asks[x].Amount,
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Price: orderbookNew.Asks[x].Price,
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}
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}
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err = book.Process()
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if err != nil {
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return book, err
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}
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return orderbook.Get(e.Name, fPair, assetType)
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}
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// GetAccountFundingHistory returns funding history, deposits and
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// withdrawals
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func (e *Exchange) GetAccountFundingHistory(ctx context.Context) ([]exchange.FundingHistory, error) {
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transfers, err := e.Transfers(ctx, currency.EMPTYCODE, time.Time{}, 50, "", false)
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if err != nil {
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return nil, err
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}
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resp := make([]exchange.FundingHistory, len(transfers))
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for i := range transfers {
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resp[i] = exchange.FundingHistory{
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Status: transfers[i].Status,
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TransferID: transfers[i].WithdrawalID,
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Timestamp: transfers[i].Timestamp.Time(),
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Currency: transfers[i].Currency.String(),
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Amount: transfers[i].Amount,
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Fee: transfers[i].FeeAmount,
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TransferType: transfers[i].Type,
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CryptoToAddress: transfers[i].Destination,
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CryptoTxID: transfers[i].TxHash,
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}
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}
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return resp, nil
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}
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// GetWithdrawalsHistory returns previous withdrawals data
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func (e *Exchange) GetWithdrawalsHistory(ctx context.Context, c currency.Code, a asset.Item) ([]exchange.WithdrawalHistory, error) {
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if err := e.CurrencyPairs.IsAssetEnabled(a); err != nil {
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return nil, err
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}
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transfers, err := e.Transfers(ctx, c, time.Time{}, 50, "", false)
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if err != nil {
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return nil, err
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}
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resp := make([]exchange.WithdrawalHistory, 0, len(transfers))
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for i := range transfers {
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if transfers[i].Type != "Withdrawal" {
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continue
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}
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resp = append(resp, exchange.WithdrawalHistory{
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Status: transfers[i].Status,
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TransferID: transfers[i].WithdrawalID,
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Timestamp: transfers[i].Timestamp.Time(),
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Currency: transfers[i].Currency.String(),
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Amount: transfers[i].Amount,
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Fee: transfers[i].FeeAmount,
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TransferType: transfers[i].Type,
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CryptoToAddress: transfers[i].Destination,
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CryptoTxID: transfers[i].TxHash,
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})
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}
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return resp, nil
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}
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// GetRecentTrades returns the most recent trades for a currency and asset
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func (e *Exchange) GetRecentTrades(ctx context.Context, pair currency.Pair, assetType asset.Item) ([]trade.Data, error) {
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return e.GetHistoricTrades(ctx, pair, assetType, time.Time{}, time.Time{})
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}
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// GetHistoricTrades returns historic trade data within the timeframe provided
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func (e *Exchange) GetHistoricTrades(ctx context.Context, p currency.Pair, assetType asset.Item, timestampStart, timestampEnd time.Time) ([]trade.Data, error) {
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if err := common.StartEndTimeCheck(timestampStart, timestampEnd); err != nil && !errors.Is(err, common.ErrDateUnset) {
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return nil, fmt.Errorf("invalid time range supplied. Start: %v End %v %w", timestampStart, timestampEnd, err)
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}
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var err error
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p, err = e.FormatExchangeCurrency(p, assetType)
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if err != nil {
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return nil, err
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}
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var resp []trade.Data
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ts := timestampStart
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limit := 500
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allTrades:
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for {
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var tradeData []Trade
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tradeData, err = e.GetTrades(ctx, p.String(), ts.Unix(), int64(limit), false)
|
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if err != nil {
|
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return nil, err
|
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}
|
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for i := range tradeData {
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tradeTS := tradeData[i].Timestamp.Time()
|
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if tradeTS.After(timestampEnd) && !timestampEnd.IsZero() {
|
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break allTrades
|
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}
|
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|
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var side order.Side
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side, err = order.StringToOrderSide(tradeData[i].Type)
|
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if err != nil {
|
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return nil, err
|
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}
|
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resp = append(resp, trade.Data{
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Exchange: e.Name,
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TID: strconv.FormatInt(tradeData[i].TID, 10),
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CurrencyPair: p,
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AssetType: assetType,
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Side: side,
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Price: tradeData[i].Price,
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Amount: tradeData[i].Amount,
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Timestamp: tradeTS,
|
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})
|
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if i == len(tradeData)-1 {
|
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if ts.Equal(tradeTS) {
|
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break allTrades
|
|
}
|
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ts = tradeTS
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}
|
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}
|
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if len(tradeData) != limit {
|
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break allTrades
|
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}
|
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}
|
|
|
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err = e.AddTradesToBuffer(resp...)
|
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if err != nil {
|
|
return nil, err
|
|
}
|
|
resp = trade.FilterTradesByTime(resp, timestampStart, timestampEnd)
|
|
|
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sort.Sort(trade.ByDate(resp))
|
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return resp, nil
|
|
}
|
|
|
|
// SubmitOrder submits a new order
|
|
func (e *Exchange) SubmitOrder(ctx context.Context, s *order.Submit) (*order.SubmitResponse, error) {
|
|
if err := s.Validate(e.GetTradingRequirements()); err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if s.Type != order.Limit {
|
|
return nil, errors.New("only limit orders are enabled through this exchange")
|
|
}
|
|
|
|
fPair, err := e.FormatExchangeCurrency(s.Pair, asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
response, err := e.NewOrder(ctx,
|
|
fPair.String(),
|
|
s.Amount,
|
|
s.Price,
|
|
s.Side.String(),
|
|
"exchange limit")
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
return s.DeriveSubmitResponse(strconv.FormatInt(response, 10))
|
|
}
|
|
|
|
// ModifyOrder will allow of changing orderbook placement and limit to
|
|
// market conversion
|
|
func (e *Exchange) ModifyOrder(_ context.Context, _ *order.Modify) (*order.ModifyResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelOrder cancels an order by its corresponding ID number
|
|
func (e *Exchange) CancelOrder(ctx context.Context, o *order.Cancel) error {
|
|
if err := o.Validate(o.StandardCancel()); err != nil {
|
|
return err
|
|
}
|
|
|
|
orderIDInt, err := strconv.ParseInt(o.OrderID, 10, 64)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
|
|
_, err = e.CancelExistingOrder(ctx, orderIDInt)
|
|
return err
|
|
}
|
|
|
|
// CancelBatchOrders cancels an orders by their corresponding ID numbers
|
|
func (e *Exchange) CancelBatchOrders(_ context.Context, _ []order.Cancel) (*order.CancelBatchResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetServerTime returns the current exchange server time.
|
|
func (e *Exchange) GetServerTime(_ context.Context, _ asset.Item) (time.Time, error) {
|
|
return time.Time{}, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// CancelAllOrders cancels all orders associated with a currency pair
|
|
func (e *Exchange) CancelAllOrders(ctx context.Context, _ *order.Cancel) (order.CancelAllResponse, error) {
|
|
cancelAllOrdersResponse := order.CancelAllResponse{
|
|
Status: make(map[string]string),
|
|
}
|
|
resp, err := e.CancelExistingOrders(ctx, false)
|
|
if err != nil {
|
|
return cancelAllOrdersResponse, err
|
|
}
|
|
|
|
for i := range resp.Details.CancelRejects {
|
|
cancelAllOrdersResponse.Status[resp.Details.CancelRejects[i]] = "Could not cancel order"
|
|
}
|
|
|
|
return cancelAllOrdersResponse, nil
|
|
}
|
|
|
|
// GetOrderInfo returns order information based on order ID
|
|
func (e *Exchange) GetOrderInfo(ctx context.Context, orderID string, _ currency.Pair, _ asset.Item) (*order.Detail, error) {
|
|
iOID, err := strconv.ParseInt(orderID, 10, 64)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := e.GetOrderStatus(ctx, iOID)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
cp, err := currency.NewPairFromString(resp.Symbol)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderType order.Type
|
|
switch resp.Type {
|
|
case "exchange limit":
|
|
orderType = order.Limit
|
|
case "market buy", "market sell":
|
|
orderType = order.Market
|
|
default:
|
|
return nil, fmt.Errorf("unknown order type: %q", resp.Type)
|
|
}
|
|
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp.Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &order.Detail{
|
|
OrderID: strconv.FormatInt(resp.OrderID, 10),
|
|
Amount: resp.OriginalAmount,
|
|
RemainingAmount: resp.RemainingAmount,
|
|
Pair: cp,
|
|
Date: resp.TimestampMS.Time(),
|
|
Price: resp.Price,
|
|
HiddenOrder: resp.IsHidden,
|
|
ClientOrderID: resp.ClientOrderID,
|
|
Type: orderType,
|
|
Side: side,
|
|
}, nil
|
|
}
|
|
|
|
// GetDepositAddress returns a deposit address for a specified currency
|
|
func (e *Exchange) GetDepositAddress(ctx context.Context, cryptocurrency currency.Code, _, _ string) (*deposit.Address, error) {
|
|
addr, err := e.GetCryptoDepositAddress(ctx, "", cryptocurrency.String())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
return &deposit.Address{Address: addr.Address}, nil
|
|
}
|
|
|
|
// WithdrawCryptocurrencyFunds returns a withdrawal ID when a withdrawal is
|
|
// submitted
|
|
func (e *Exchange) WithdrawCryptocurrencyFunds(ctx context.Context, withdrawRequest *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
if err := withdrawRequest.Validate(); err != nil {
|
|
return nil, err
|
|
}
|
|
resp, err := e.WithdrawCrypto(ctx,
|
|
withdrawRequest.Crypto.Address,
|
|
withdrawRequest.Currency.String(),
|
|
withdrawRequest.Amount)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
if resp.Result == "error" {
|
|
return nil, errors.New(resp.Message)
|
|
}
|
|
|
|
return &withdraw.ExchangeResponse{
|
|
ID: resp.TXHash,
|
|
}, err
|
|
}
|
|
|
|
// WithdrawFiatFunds returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (e *Exchange) WithdrawFiatFunds(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// WithdrawFiatFundsToInternationalBank returns a withdrawal ID when a
|
|
// withdrawal is submitted
|
|
func (e *Exchange) WithdrawFiatFundsToInternationalBank(_ context.Context, _ *withdraw.Request) (*withdraw.ExchangeResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFeeByType returns an estimate of fee based on type of transaction
|
|
func (e *Exchange) GetFeeByType(ctx context.Context, feeBuilder *exchange.FeeBuilder) (float64, error) {
|
|
if feeBuilder == nil {
|
|
return 0, fmt.Errorf("%T %w", feeBuilder, common.ErrNilPointer)
|
|
}
|
|
if (!e.AreCredentialsValid(ctx) || e.SkipAuthCheck) && // Todo check connection status
|
|
feeBuilder.FeeType == exchange.CryptocurrencyTradeFee {
|
|
feeBuilder.FeeType = exchange.OfflineTradeFee
|
|
}
|
|
return e.GetFee(ctx, feeBuilder)
|
|
}
|
|
|
|
// GetActiveOrders retrieves any orders that are active/open
|
|
func (e *Exchange) GetActiveOrders(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
resp, err := e.GetOrders(ctx)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
availPairs, err := e.GetAvailablePairs(asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
format, err := e.GetPairFormat(asset.Spot, true)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders := make([]order.Detail, len(resp))
|
|
for i := range resp {
|
|
var symbol currency.Pair
|
|
symbol, err = currency.NewPairFromFormattedPairs(resp[i].Symbol, availPairs, format)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var orderType order.Type
|
|
switch resp[i].Type {
|
|
case "exchange limit":
|
|
orderType = order.Limit
|
|
case "market buy", "market sell":
|
|
orderType = order.Market
|
|
default:
|
|
return nil, fmt.Errorf("unknown order type: %q", resp[i].Type)
|
|
}
|
|
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(resp[i].Side)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders[i] = order.Detail{
|
|
Amount: resp[i].OriginalAmount,
|
|
RemainingAmount: resp[i].RemainingAmount,
|
|
OrderID: strconv.FormatInt(resp[i].OrderID, 10),
|
|
ExecutedAmount: resp[i].ExecutedAmount,
|
|
Exchange: e.Name,
|
|
Type: orderType,
|
|
Side: side,
|
|
Price: resp[i].Price,
|
|
Pair: symbol,
|
|
Date: resp[i].Timestamp.Time(),
|
|
}
|
|
}
|
|
return req.Filter(e.Name, orders), nil
|
|
}
|
|
|
|
// GetOrderHistory retrieves account order information
|
|
// Can Limit response to specific order status
|
|
func (e *Exchange) GetOrderHistory(ctx context.Context, req *order.MultiOrderRequest) (order.FilteredOrders, error) {
|
|
err := req.Validate()
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
if len(req.Pairs) == 0 {
|
|
return nil, errors.New("currency must be supplied")
|
|
}
|
|
|
|
var trades []TradeHistory
|
|
for j := range req.Pairs {
|
|
var fPair currency.Pair
|
|
fPair, err = e.FormatExchangeCurrency(req.Pairs[j], asset.Spot)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
var resp []TradeHistory
|
|
resp, err = e.GetTradeHistory(ctx, fPair.String(), req.StartTime.Unix())
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
for i := range resp {
|
|
resp[i].BaseCurrency = req.Pairs[j].Base.String()
|
|
resp[i].QuoteCurrency = req.Pairs[j].Quote.String()
|
|
trades = append(trades, resp[i])
|
|
}
|
|
}
|
|
|
|
format, err := e.GetPairFormat(asset.Spot, false)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
|
|
orders := make([]order.Detail, len(trades))
|
|
for i := range trades {
|
|
var side order.Side
|
|
side, err = order.StringToOrderSide(trades[i].Type)
|
|
if err != nil {
|
|
return nil, err
|
|
}
|
|
detail := order.Detail{
|
|
OrderID: strconv.FormatInt(trades[i].OrderID, 10),
|
|
Amount: trades[i].Amount,
|
|
ExecutedAmount: trades[i].Amount,
|
|
Exchange: e.Name,
|
|
Date: trades[i].Timestamp.Time(),
|
|
Side: side,
|
|
Fee: trades[i].FeeAmount,
|
|
Price: trades[i].Price,
|
|
AverageExecutedPrice: trades[i].Price,
|
|
Pair: currency.NewPairWithDelimiter(
|
|
trades[i].BaseCurrency,
|
|
trades[i].QuoteCurrency,
|
|
format.Delimiter,
|
|
),
|
|
}
|
|
detail.InferCostsAndTimes()
|
|
orders[i] = detail
|
|
}
|
|
return req.Filter(e.Name, orders), nil
|
|
}
|
|
|
|
// ValidateAPICredentials validates current credentials used for wrapper
|
|
// functionality
|
|
func (e *Exchange) ValidateAPICredentials(ctx context.Context, assetType asset.Item) error {
|
|
_, err := e.UpdateAccountInfo(ctx, assetType)
|
|
return e.CheckTransientError(err)
|
|
}
|
|
|
|
// GetHistoricCandles returns candles between a time period for a set time interval
|
|
func (e *Exchange) GetHistoricCandles(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetHistoricCandlesExtended returns candles between a time period for a set time interval
|
|
func (e *Exchange) GetHistoricCandlesExtended(_ context.Context, _ currency.Pair, _ asset.Item, _ kline.Interval, _, _ time.Time) (*kline.Item, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetFuturesContractDetails returns all contracts from the exchange by asset type
|
|
func (e *Exchange) GetFuturesContractDetails(context.Context, asset.Item) ([]futures.Contract, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// UpdateOrderExecutionLimits sets exchange executions for a required asset type
|
|
func (e *Exchange) UpdateOrderExecutionLimits(ctx context.Context, a asset.Item) error {
|
|
if a != asset.Spot {
|
|
return fmt.Errorf("%w %q", asset.ErrNotSupported, a)
|
|
}
|
|
details, err := e.GetSymbolDetails(ctx, "all")
|
|
if err != nil {
|
|
return fmt.Errorf("cannot update exchange execution limits: %w", err)
|
|
}
|
|
resp := make([]limits.MinMaxLevel, 0, len(details))
|
|
for i := range details {
|
|
status := strings.ToLower(details[i].Status)
|
|
if status != "open" && status != "limit_only" {
|
|
continue
|
|
}
|
|
cp, err := currency.NewPairFromStrings(details[i].BaseCurrency, details[i].QuoteCurrency)
|
|
if err != nil {
|
|
return err
|
|
}
|
|
resp = append(resp, limits.MinMaxLevel{
|
|
Key: key.NewExchangeAssetPair(e.Name, a, cp),
|
|
AmountStepIncrementSize: details[i].TickSize,
|
|
MinimumBaseAmount: details[i].MinOrderSize.Float64(),
|
|
QuoteStepIncrementSize: details[i].QuoteIncrement,
|
|
})
|
|
}
|
|
return limits.Load(resp)
|
|
}
|
|
|
|
// GetLatestFundingRates returns the latest funding rates data
|
|
func (e *Exchange) GetLatestFundingRates(context.Context, *fundingrate.LatestRateRequest) ([]fundingrate.LatestRateResponse, error) {
|
|
return nil, common.ErrFunctionNotSupported
|
|
}
|
|
|
|
// GetCurrencyTradeURL returns the URL to the exchange's trade page for the given asset and currency pair
|
|
func (e *Exchange) GetCurrencyTradeURL(_ context.Context, a asset.Item, cp currency.Pair) (string, error) {
|
|
_, err := e.CurrencyPairs.IsPairEnabled(cp, a)
|
|
if err != nil {
|
|
return "", err
|
|
}
|
|
cp.Delimiter = ""
|
|
return tradeBaseURL + cp.Upper().String(), nil
|
|
}
|